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RANDOM DECIMAL STREAM

i 0 1 2 3 4 5 6 7 8 9 10 11 12 13 14

Xi 1 13 41 21 17 29 57 37 33 45 9 53 49 61 25

Ri
/ - 0.20 0.64 0.33 0.27 0.45 0.89 0.58 0.52 0.70 0.14 0.83 0.77 0.95 0.39
= Xi
64

Always remember Xo is not part of the random number/


decimal stream!
OTHER NOTES ON LCM

•  Density and Period


•  To maximize density, period should be
large.
•  Usually used in simulation programs:
•  m = 231-1 , m = 248
OTHER NOTES ON LCM
Maximum Periods
•  m = 2b, c ! 0 ! P = m
m is relatively prime to c, a = 1 + 4k,
k = 0, 1, 2, ...
•  m = 2b, c = 0 ! P = m/4 = 2b-2
X0 is odd, a = 3 + 8k or a = 5 + 8k,
k = 0, 1, 2, ...
•  m is prime and c = 0 ! P = m – 1
smallest integer k such that ak – 1 is
divisible by m is k = m – 1.
OTHER NOTES ON LCM

•  (Banks, p. 269) Indicate whether the following generators


will have maximum periods or not. Are there restrictions
on Xo?
1.) a = 2, 814, 749, 767, 109
c = 59, 482, 661, 568, 307
m = 248
2.) a = 69, 069
c=0
m = 232
OTHER NOTES ON LCM

•  (Banks, p. 269) Indicate whether the following generators


will have maximum periods or not. Are there restrictions
on Xo?
3.) a=2
c=0
m=7
MIDSQUARE METHOD

1. Start with a k-digit number (seed X0), k is


even.
2. Square Xi. The result is a 2k-digit
number.
3. Let Xi+1 be the middle k digit.
4. Ri = (Xi / 10k)
MIDSQUARE METHOD
Example:
X0 = 5497
X02 = 54972 = 30217009 ! X1=2170
X12 = 21702 = 04708900 ! X2=7089
X22= 70892=50253921 ! X3 = 2539
Convert to decimals by dividing by 10k.
R1= 0.2170
R2 = 0.7089
R3 = 0.2539
MIDSQUARE METHOD

Shortcomings
•  Short repeatability
•  Whenever a zero is generated, all
succeeding numbers will be zero.
•  Biased random decimals
DRAWBACKS OF THE MIDSQUARE
METHOD
Biased Distribution
X0 = 5197
X02 = 51972 = 27008809 ! X1=0088; R1= 0.0088

X12 = 882 = 00007744 ! X2=0077; R2= 0.0077

X22= 772=00005929 ! X3 = 0059; R3 = 0.0059

The leading zeros will appear in every succeeding


Ri.
DRAWBACKS OF THE MIDSQUARE
METHOD

Degeneration
Xi = 6500
Xi2 = 65002 = 42250000 ! Xi+1 = 2500
Ri= 0.2500
Xi+12 = 25002 = 06250000 ! Xi+2 = 2500
Ri+1=0.2500
This is a degenerating condition since
all subsequent values of Xi will be 2500.

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